-14.7%
JBLU vs PEG
+31.8%
-46.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -5.0% | -0.9% | -4.1% | -4.6% |
| 30D | -23.9% | -3.7% | -20.2% | -22.5% |
| 3M | -11.6% | -7.3% | -4.4% | -8.5% |
| 6M | -0.2% | -10.5% | +10.3% | +5.1% |
| YTD | -3.3% | -7.5% | +4.2% | -0.4% |
| 1Y | -15.4% | -8.7% | -6.7% | -12.2% |
| 3Y | -14.7% | +31.4% | -46.1% | -18.2% |
| All | -14.7% | +31.8% | -46.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling